<?xml version="1.0"?>
<ownershipDocument>

    <schemaVersion>X0303</schemaVersion>

    <documentType>4</documentType>

    <periodOfReport>2010-02-12</periodOfReport>

    <issuer>
        <issuerCik>0001309108</issuerCik>
        <issuerName>Wright Express CORP</issuerName>
        <issuerTradingSymbol>WXS</issuerTradingSymbol>
    </issuer>

    <reportingOwner>
        <reportingOwnerId>
            <rptOwnerCik>0001032152</rptOwnerCik>
            <rptOwnerName>GHOSH SHIKHAR</rptOwnerName>
        </reportingOwnerId>
        <reportingOwnerAddress>
            <rptOwnerStreet1>C/O WRIGHT EXPRESS CORPORATION</rptOwnerStreet1>
            <rptOwnerStreet2>97 DARLING AVENUE</rptOwnerStreet2>
            <rptOwnerCity>SOUTH PORTLAND</rptOwnerCity>
            <rptOwnerState>ME</rptOwnerState>
            <rptOwnerZipCode>04106</rptOwnerZipCode>
            <rptOwnerStateDescription></rptOwnerStateDescription>
        </reportingOwnerAddress>
        <reportingOwnerRelationship>
            <isDirector>1</isDirector>
            <isOfficer>0</isOfficer>
            <isTenPercentOwner>0</isTenPercentOwner>
            <isOther>0</isOther>
        </reportingOwnerRelationship>
    </reportingOwner>

    <nonDerivativeTable>
        <nonDerivativeTransaction>
            <securityTitle>
                <value>Common Stock</value>
                <footnoteId id="F1"/>
            </securityTitle>
            <transactionDate>
                <value>2010-02-12</value>
            </transactionDate>
            <transactionCoding>
                <transactionFormType>4</transactionFormType>
                <transactionCode>A</transactionCode>
                <equitySwapInvolved>0</equitySwapInvolved>
            </transactionCoding>
            <transactionAmounts>
                <transactionShares>
                    <value>478</value>
                </transactionShares>
                <transactionPricePerShare>
                    <footnoteId id="F2"/>
                </transactionPricePerShare>
                <transactionAcquiredDisposedCode>
                    <value>A</value>
                </transactionAcquiredDisposedCode>
            </transactionAmounts>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>16756</value>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>D</value>
                </directOrIndirectOwnership>
                <natureOfOwnership>
                    <value></value>
                </natureOfOwnership>
            </ownershipNature>
        </nonDerivativeTransaction>
    </nonDerivativeTable>

    <footnotes>
        <footnote id="F1">This common stock is represented by restricted stock units granted under the Wright Express Corporation 2005 Equity and Incentive Plan.  Each restricted stock unit is payable in one share of Wright Express common stock 200 days immediately following the date upon which the holder's services as a member of the Board of Directors of Wright Express Corporation terminate for any reason.</footnote>
        <footnote id="F2">Not applicable.</footnote>
    </footnotes>

    <remarks></remarks>

    <ownerSignature>
        <signatureName>/s/ Hilary A. Rapkin, as attorney-in-fact for Shikhar Ghosh</signatureName>
        <signatureDate>2010-02-17</signatureDate>
    </ownerSignature>
</ownershipDocument>
